That would be true if your best friend didn't know your name, address, email, date of birth, and phone number. You see, AT&T, among others, will scrub Personally Identifiable Information("PII") from the data before sharing the data.
None of these services know that I'm into hobby bonsai because I've never given them that information. So if don't want to be followed and frightened by them, then limit how you use them.
Advertisers are always looking for better ways to target a specific audience, publishers are looking for ways to charge higher CPMs, and DMPs are helping both achieve their goal while tracking you across numerous sites on the internet.
[0] http://digiday.com/platforms/what-is-a-dmp-data-management-p...